+147.4%
FTNT vs PCG
-12.4%
+159.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -0.3% |
| 7D | -5.8% | -13.9% | +8.0% | -4.7% |
| 30D | -4.8% | -16.9% | +12.1% | -3.2% |
| 3M | +4.4% | -14.7% | +19.2% | +5.6% |
| 6M | +88.8% | -23.8% | +112.6% | +95.1% |
| YTD | +96.8% | -10.5% | +107.3% | +95.6% |
| 1Y | +104.5% | -5.1% | +109.6% | +99.4% |
| All | +147.4% | -12.4% | +159.8% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling